After I rollerset it, I just wrapped it (regularly), put a satin scarf on it, and sat back under the dryer for about 20 minutes. (This is the way my brother does it at his salon too when he does it.)
I have done it with the saran wrap as well, but to me, the results weren't that much different. (good results both times)
The good thing I like about rollerwrapping for me is that I can roller set my hair and even though I may have new growth and my roots are not that straight, after I wrap it, it smoothes everything out and it's still straight. I don't mind the fullness/poofiness because my hair is fine anyway and I need all the help I can get!!!